+1,311.2%
FERG vs PPG
+382.3%
+928.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.6% |
| 7D | -2.6% | -6.2% | +3.7% | -1.1% |
| 30D | -8.9% | -7.9% | -1.0% | -7.1% |
| 3M | -2.0% | -10.2% | +8.2% | +0.4% |
| 6M | -3.2% | +2.7% | -5.9% | -3.9% |
| YTD | +1.5% | +4.9% | -3.4% | +0.4% |
| 1Y | +0.5% | -3.2% | +3.7% | +1.0% |
| 3Y | +50.4% | -17.0% | +67.4% | +55.1% |
| 5Y | +68.7% | -23.3% | +92.0% | +73.3% |
| 10Y | +351.3% | +26.4% | +324.9% | +346.3% |
| All | +1,311.2% | +382.3% | +928.9% | +1,296.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded PPG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling